Equity Signals Developed Markets API

Table of contents

Data Glossary 

Field Description Data Type Example 
date The day on which we generated and published signals date 2019-02-25 
region Developed market region name. One of Asia, Australia & NZ, Europe, Japan, North America,  and UK. String Europe 
org_name Name of the legal entity  String Industrial and 

Commercial Bank 

of China Ltd 

org_id Refinitiv company identifier Integer 103536 
public_id TIMGroup’s instrument identifier String 018d2e22f65061051c5cc4f3c4966479 
ric Refinitiv instrument code String 1398.HK 
bloomberg_ticker Bloomberg ticker String 1398 HK 
figi An open source Financial Instrument Global Identifier. It is issued under the guidelines of the Object Management Group. See https://www.openfigi.com/ 

 

String BBG000Q16VR4 
indicator sentiment deciled by region {1-10} Integer 10 
intercept 
All ideas have a basic amount of alpha, which is represented by the intercept. You can think of intercept as the alpha of an average idea for a given month. It will be the same for all regions.
double 0.00073675 
is_open Contribution of open/closed status double 0.00000128 
earnings Contribution of idea’s proximity to earnings double 0.00000231 
decay Contribution of idea age double -0.00022316 
experts Contribution of author historical performance double 0.0000045 

Note on alpha component dataThe values for each of the five components  (intercept, is_openearnings, decay, and experts) represent the total amount of signal attributable to each factor. The total raw signal is the sum of the four together. The indicator value itself is simply the total raw signal deciled within the region.